output
20072026
most citedMarket impact and trading profile of large trading orders in stock markets

228 citations

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Counting papers with at most 25 authors, so collaboration author lists do not stand in for the people here.

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math.AP2025

Existence of Viscosity Solutions to Abstract Cauchy Problems via Nonlinear Semigroups

Fabian Fuchs, Max Nendel

In this work, we provide conditions for nonlinear monotone semigroups on locally convex vector lattices to give rise to a generalized notion of viscosity solutions to a related non…

math.AP2024

Global solutions to quadratic systems of stochastic reaction-diffusion equations in space-dimension two

Marta Leocata, Julien Vovelle

We prove the existence of global-in-time regular solutions to a system of stochastic quadratic reaction-diffusion equations. Global-in-time existence is based on a -estim…

math.AP2022★ 6 cited

Derivation of the viscoelastic stress in Stokes flows induced by non-spherical Brownian rigid particles through homogenization

Richard M. Höfer, Marta Leocata, Amina Mecherbet

We consider a microscopic model of identical axis-symmetric rigid Brownian particles suspended in a Stokes flow. We rigorously derive in the homogenization limit of many small…

math.AP2017★ 8 cited

On the domain of elliptic operators defined in subsets of Wiener spaces

D. Addona, G. Cappa, S. Ferrari

Let be a separable Banach space endowed with a non-degenerate centered Gaussian measure . The associated Cameron-Martin space is denoted by . Consider two sufficiently re…